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Automatic differentiation, also known as backpropagation, AD, autodiff, or algorithmic differentiation, is a popular technique for computing derivatives of computer programs accurately and efficiently. Sometimes, however, the derivatives…

Numerical Analysis · Mathematics 2023-05-15 Jan Hückelheim , Harshitha Menon , William Moses , Bruce Christianson , Paul Hovland , Laurent Hascoët

Derivatives, mostly in the form of gradients and Hessians, are ubiquitous in machine learning. Automatic differentiation (AD), also called algorithmic differentiation or simply "autodiff", is a family of techniques similar to but more…

Symbolic Computation · Computer Science 2018-07-18 Atilim Gunes Baydin , Barak A. Pearlmutter , Alexey Andreyevich Radul , Jeffrey Mark Siskind

Machine learning and neural network models in particular have been improving the state of the art performance on many artificial intelligence related tasks. Neural network models are typically implemented using frameworks that perform…

Machine Learning · Computer Science 2021-10-18 Davan Harrison

Algorithmic differentiation (AD) allows exact computation of derivatives given only an implementation of an objective function. Although many AD tools are available, a proper and efficient implementation of AD methods is not…

Mathematical Software · Computer Science 2018-07-27 Filip Šrajer , Zuzana Kukelova , Andrew Fitzgibbon

Automatic differentiation (AD) is an ensemble of techniques that allow to evaluate accurate numerical derivatives of a mathematical function expressed in a computer programming language. In this paper we use AD for stating and solving solid…

Numerical Analysis · Mathematics 2020-01-22 Andrea Vigliotti , Ferdinando Auricchio

Automatic differentiation (AD) is a technique for computing the derivative of a function represented by a program. This technique is considered as the de-facto standard for computing the differentiation in many machine learning and…

Programming Languages · Computer Science 2022-12-21 Amir Shaikhha , Mathieu Huot , Shabnam Ghasemirad , Andrew Fitzgibbon , Simon Peyton Jones , Dimitrios Vytiniotis

Automatic differentiation is involved for long in applied mathematics as an alternative to finite difference to improve the accuracy of numerical computation of derivatives. Each time a numerical minimization is involved, automatic…

Computational Finance · Quantitative Finance 2017-06-08 Sébastien Geeraert , Charles-Albert Lehalle , Barak Pearlmutter , Olivier Pironneau , Adil Reghai

Algorithmic Differentiation (AD) can be used to automate the generation of derivatives in arbitrary software projects. This will generate maintainable derivatives, that are always consistent with the computation of the software. If a domain…

Mathematical Software · Computer Science 2018-03-13 Max Sagebaum , Nicolas R. Gauger

Automatic differentiation---the mechanical transformation of numeric computer programs to calculate derivatives efficiently and accurately---dates to the origin of the computer age. Reverse mode automatic differentiation both antedates and…

Machine Learning · Computer Science 2014-04-30 Atilim Gunes Baydin , Barak A. Pearlmutter

This article provides an overview of some of the mathematical principles of Automatic Differentiation (AD). In particular, we summarise different descriptions of the Forward Mode of AD, like the matrix-vector product based approach, the…

Numerical Analysis · Mathematics 2016-07-07 Philipp H. W. Hoffmann

Automatic differentiation (AD), a technique for constructing new programs which compute the derivative of an original program, has become ubiquitous throughout scientific computing and deep learning due to the improved performance afforded…

Machine Learning · Computer Science 2023-01-10 Gaurav Arya , Moritz Schauer , Frank Schäfer , Chris Rackauckas

We discuss the role of automatic differentiation tools in optimization software. We emphasize issues that are important to large-scale optimization and that have proved useful in the installation of nonlinear solvers in the NEOS Server. Our…

Mathematical Software · Computer Science 2007-05-23 Jorge J. Moré

In mathematics and computer algebra, automatic differentiation (AD) is a set of techniques to evaluate the derivative of a function specified by a computer program. AD exploits the fact that every computer program, no matter how…

Mathematical Software · Computer Science 2021-02-03 Vassil Vassilev , Aleksandr Efremov , Oksana Shadura

Automatic differentiation (AD) is a range of algorithms to compute the numeric value of a function's (partial) derivative, where the function is typically given as a computer program or abstract syntax tree. AD has become immensely popular…

Programming Languages · Computer Science 2023-05-16 Tom Schrijvers , Birthe van den Berg , Fabrizio Riguzzi

Automatic differentiation is a key component in deep learning. This topic is well studied and excellent surveys such as Baydin et al. (2018) have been available to clearly describe the basic concepts. Further, sophisticated implementations…

Machine Learning · Computer Science 2024-12-18 Yu-Hsueh Fang , He-Zhe Lin , Jie-Jyun Liu , Chih-Jen Lin

No single Automatic Differentiation (AD) system is the optimal choice for all problems. This means informed selection of an AD system and combinations can be a problem-specific variable that can greatly impact performance. In the Julia…

Mathematical Software · Computer Science 2022-02-08 Frank Schäfer , Mohamed Tarek , Lyndon White , Chris Rackauckas

In this paper we introduce DiffSharp, an automatic differentiation (AD) library designed with machine learning in mind. AD is a family of techniques that evaluate derivatives at machine precision with only a small constant factor of…

Mathematical Software · Computer Science 2015-11-30 Atilim Gunes Baydin , Barak A. Pearlmutter , Jeffrey Mark Siskind

Algorithmic differentiation (AD) is a set of techniques that provide partial derivatives of computer-implemented functions. Such a function can be supplied to state-of-the-art AD tools via its source code, or via an intermediate…

Mathematical Software · Computer Science 2023-07-10 Max Aehle , Johannes Blühdorn , Max Sagebaum , Nicolas R. Gauger

Automatic Differentiation (AD) allows to determine exactly the Taylor series of any function truncated at any order. Here we propose to use AD techniques for Monte Carlo data analysis. We discuss how to estimate errors of a general function…

High Energy Physics - Lattice · Physics 2019-02-07 Alberto Ramos

For scientific machine learning tasks with a lot of custom code, picking the right Automatic Differentiation (AD) system matters. Our Julia package DifferentiationInterface$.$jl provides a common frontend to a dozen AD backends, unlocking…

Mathematical Software · Computer Science 2025-05-19 Guillaume Dalle , Adrian Hill
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